+6,890.0%
BHP vs JBHT
+9,288.5%
-2,398.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -1.1% |
| 7D | -4.0% | -1.4% | -2.6% | -3.6% |
| 30D | -9.7% | -3.1% | -6.6% | -9.0% |
| 3M | -10.2% | -19.5% | +9.4% | -5.7% |
| 6M | +1.3% | -9.6% | +10.9% | +2.8% |
| YTD | +35.6% | +13.3% | +22.3% | +29.6% |
| 1Y | +47.5% | +29.7% | +17.8% | +36.2% |
| 3Y | +48.9% | +28.3% | +20.6% | +34.4% |
| 5Y | +118.4% | +18.5% | +99.9% | +98.6% |
| 10Y | +374.5% | +198.1% | +176.4% | +241.1% |
| All | +6,890.0% | +9,288.5% | -2,398.5% | +3,159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling